+728.6%
MCHP vs ECHO
+229.4%
+499.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.0% | -5.1% | -2.0% |
| 7D | +2.8% | +8.6% | -5.8% | +0.7% |
| 30D | -12.8% | +3.8% | -16.6% | -13.7% |
| 3M | -19.2% | -19.9% | +0.7% | -15.2% |
| 6M | +14.5% | -12.1% | +26.6% | +16.5% |
| YTD | +17.1% | -14.1% | +31.2% | +18.9% |
| 1Y | +15.3% | +15.9% | -0.5% | +8.3% |
| 3Y | +0.5% | +417.8% | -417.4% | -51.1% |
| 5Y | +6.1% | +259.3% | -253.2% | -43.0% |
| 10Y | +192.2% | +192.7% | -0.5% | +63.8% |
| All | +728.6% | +229.4% | +499.2% | +260.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ECHO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling